Fix Metric.state_dict

[manipopopo]

What does this PR do?

Fixes #5603 :

class BoringModel(pl.LightningModule):

    def __init__(self):
        super().__init__()
        self.metric = pl.metrics.Accuracy()
        self.metric.persistent(mode=True)

The state of metric is not added to the state_dict of BoringModel.

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[codecov]

Codecov Report

Merging #5614 (6162833) into master (5d76b31) will decrease coverage by 0%.
The diff coverage is 100%.

@@          Coverage Diff           @@
##           master   #5614   +/-   ##
======================================
- Coverage      93%     93%   -0%     
======================================
  Files         135     135           
  Lines       10029   10034    +5     
======================================
+ Hits         9364    9366    +2     
- Misses        665     668    +3     

[SkafteNicki]

some comments, but PR is looking good :]

[Borda]

@teddykoker @SkafteNicki @justusschock mind re-review?

[SkafteNicki]

LGTM

[tchaton]

LGTM !